Convergence in Law to Operator Fractional Brownian Motions |
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Authors: | Hongshuai Dai |
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Affiliation: | 1. College of Mathematics and Information Sciences, Guangxi University, Nanning, 530004, China
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Abstract: | In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes a result of Taqqu (Z. Wahrscheinlichkeitstheor. Verw. Geb. 31:287–302, 1975). |
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